Tvisi Algo Systems - Automated Trading

Our Services

We provide services in the following areas:

Automated / Algorithm Trading

Set of rules, instructions, programmed into a computer software to predict movement in financial market. Also referred as systematic trading, robotic trading. An automated / algorithm trading systems monitor trends or swings based on technical indicators, fundamental information and statistical information. Such information are interpreted by software from live streaming of market data feed and historical data. Algorithm trading systems are used by portfolio managers, hedge funds, prop trading firms and retail traders.

Key behind algorithm trading is elimination of human errors as these systems run on computers without any human emotions and 100 % discipline approach. Design of algorithm trading systems are very robust and can make decision in nano seconds. Algorithm systems are capable to incorporate any custom complex rules.

At Tvisi Algo Systems, we offer cost effective programming and consultancy services in algorithm trading domain. Our team is highly proficient in developing and designing of advanced trading systems. We work hard to develop systems according to our clients custom requirements.


High Frequency Trading

Also known as HFT is a trading platform that run on powerful computers to transact a large number of orders at very fast speeds. Use of complex algorithms, best execution techniques, avoiding slippages are key for successful HFT systems. A HFT strategy opens trades / positions for few seconds. Firms doing High frequency trading firms borrow significant leverage, do not accumulate trades or positions overnight, typically liquidate their all trades / positions at end of market. HFT trading systems requires high cost infrastructure setup, co-location server facility near exchange server, round trip communication between HFT system and exchange should be minimal, very fast leased line internet, fast live market data feed are few basic requirements to setup HFT desk. We provide consultancy for infrastructure setup and for programming of optimal HFT systems.

Algorithms for HFT rely heavily on the processing speed, data feed quality, very low latency systems, direct access to market, minimal transaction cost, best execution, smart order routing capabilities, order / risk management and robustness of the system.

Our team can provide consultancy in programming different types of HFT systems.
  • Market making
  • Event / Statistical arbitrage
  • Low latency strategies
  • Jobbing, Scalping.

Backtesting and Optimization

Strategy backtesing is an essential tool to check if your strategy makes money over a period of time. Backtesting simulates your strategy trades on historical data. Instead of testing strategy with real money which could take months or years and risk of loosing money, a trader can simulate trading strategy on relevant historical data in order to gauge its effectiveness and provide a backtesting report. Backtesting provides simulated results for your strategy which will closely overlap with live trading results in future.

We have a dedicated research team working on R, Matlab, Excel and other statistical tools. Our team can assist you with research, analysis, reproting and optimization. We can also program custom back testing software applications. Such custom software can have parameter optimization, dynamic portfolio creation, create your own strategy or strategies and run backtest software on universe of stocks.

  • We can assist you to prototype on model / strategy
  • We can backtest strategy over huge historical data.
  • Our backtest software can run on any freqency of historical data. Historical data can be tick by tick or any custom OHLC bars.
  • Backtest software can generate reports with risk analysis : mean returns, volatility, alpha, beta, maximum draw down, sharpe ratios and graphical representation.

Auto trading systems development steps

Automated trading systems demand is on rise with increasing participation of institutional traders, increase in retail traders, retail investors in all major capital markets. Selection of broker, type of auto trading system, technology selection to develop your custom systems are of vital importance.

We have expertise, experience in this field and have an efficient team of quantitative programmers who are capable of designing and developing trading systems utilizing advanced mathematical models. Our team has expert programmers in C#, JAVA, VB, C++ and also have knowledge in trading and investments.

Our approach for programming automated trading systems is streamlined, we discuss with our clients on skype or over telephonic calls, we document requirements step by step to ensure our understanding is on same page with our clients.

We believe in 100% accuracy when it comes to auto trading systems. Our programmers ensures all special cases, wild market scenarios are captured, thoroughly tested. We also assist our clients with initial trading desk setup, configuration of robots, broker's API and other third party tools.


Our experience with broker APIs and data feed APIs

  • Interactive Brokers.
  • FIX based systems.
  • MT4.
  • Ninja Traders.
  • Sterling Traders.
  • Nanex NxCore API.
  • Laser Traders.
  • Lime Brokerage.
  • Omnesys NEST Trader.
  • SmartQuant.
  • TradeStation.
  • Trading Technologies.
  • eSignal.
  • Bar Charts.
  • IQFeed.
  • T4 API, CTS.
  • Yahoo finance.
  • Google finance.
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